04360nam 2200721 a 450 991081886530332120200520144314.01-283-40487-71-118-46727-297866134048791-119-95454-11-119-95455-X(CKB)3710000000503548(EBL)4041235(MiAaPQ)EBC818557(MiAaPQ)EBC4041235(Au-PeEL)EBL818557(CaPaEBR)ebr10518776(OCoLC)768082742(Au-PeEL)EBL4041235(CaPaEBR)ebr11114166(CaONFJC)MIL340487(OCoLC)927509825(PPN)183857488(EXLCZ)99371000000050354820111020d2012 uy 0engur|n|---|||||txtrdacontentcrdamediacrrdacarrierThe handbook of energy trading /Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli1st ed.Chichester, West Sussex, U.K. ;Hoboken, N.J. Wiley20121 online resource (221 p.)Wiley financeDescription based upon print version of record.1-119-95369-3 Includes bibliographical references and index.""Series Page""; ""Title Page""; ""Copyright""; ""Dedication""; ""List of Figures""; ""List of Tables""; ""Preface""; ""Acknowledgements""; ""Chapter 1: Energy Markets as Efficient Markets""; ""1.1 The "Efficient Market Hypothesis"""; ""1.2 Mathematical Framework""; ""1.3 Martingale Hypothesis""; ""1.4 Violations of EMH and Behavioural Finance""; ""1.5 Information Asymmetries and Accelerating Processes""; ""1.6 The Peculiar Structure and Nature of Energy Commodities Markets""; ""1.7 EHM in Energy Commodities Markets: Some Evidence from Data""""1.8 Subordination, Trading Volume and Efficient Market Hypothesis""""1.9 Subordination and Stochastic Timescales""; ""Chapter 2: Directional Trading""; ""2.1 Definitions and Main Features""; ""2.2 Market Products for Directional Trading""; ""2.3 Price Trend Determination""; ""2.4 Strategic Asset Allocation Methods""; ""Chapter 3: Spread Trading""; ""3.1 Spread Definition and Identification""; ""3.2 Non-Stationarity and Cointegration""; ""3.3 Empirical Analysis of Energy Spread Trading Strategies""; ""3.4 Empirical Analysis of Energy Spreads and Spread Trading Strategies""""3.5 Combining Directional and Spread Trading Strategies""""Chapter 4: Options and Non-Linear Derivatives""; ""4.1 The Essence of Non-Linearity""; ""4.2 Exotic Options""; ""4.3 Combinations""; ""4.4 Value Bounds and Parity Relationship""; ""4.5 Basics on Option Pricing""; ""4.6 The Greeks""; ""4.7 Adjusting the Continuous Time Dynamic Hedging Framework""; ""4.8 Case Study""; ""Chapter 5: Structured Products on Energy""; ""5.1 Structured Products on Energy: Main Typology""; ""5.2 Retail Structured Products""; ""5.3 Wholesale Structured Products""; ""5.4 Hedge in Incomplete Markets""""5.5 Case Study: Structured Products""""Chapter 6: Metatrading Strategies and Capital Allocation Techniques""; ""6.1 Metatrading Definition and Fundamental Elements""; ""6.2 Macroeconomic Megatrends: Understanding and Analysis""; ""6.3 Trading Business Organizational Issues""; ""6.4 Capital Management Principles""; ""Bibliography""; ""Index"""This book guides readers through all the various aspects of energy trading from operational strategies and mathematical methods to practical techniques, providing support for energy trading managers, energy traders and energy trading analysts"--Provided by publisher.Wiley finance series.Energy industriesPower resourcesCommodity exchangesEnergy industries.Power resources.Commodity exchanges.332.644BUS027000bisacshFiorenzani Stefano1651610Ravelli Samuele1651611Edoli Enrico961809MiAaPQMiAaPQMiAaPQBOOK9910818865303321The handbook of energy trading4001647UNINA